Anselin, Luc; Kelejian, Harry H. - In: International Regional Science Review 20 (1997) 1-2, pp. 153-182
This paper examines the properties of Moran's I test for spatial error autocorrelation when endogenous variables are included in the regression specification and estimation is carried out by means of instrumental variables procedures (such as two-stage least squares). The asymptotic distribution...